search for: gsl_matrix_alloc

...virtually no progress. I have noticed similar issues in the past when calling Winbugs repeatedly using Gelmans functions, so it is likely not an issue that is coming just from my code. I suspect that the memory issues could have something to do with the fact that my C code makes repeated use of the gsl_matrix_alloc and gsl_matrix_free functions rather than the R_alloc function (I suspect that the memory is not Garbage collected). I searched the web and found the following suggestion from Bryan Gouch in response to a similar question posted on the gsl discussion forum. "If you want to return an R object...

...beta, gsl_vector * betaMean, gsl_matrix * sigma, int k) { // computes density of multivariate normal vector at vector beta, with mean betaMean and cov sigma double logdetSigma = 0; double res; double * kern; int i, err; // pointer to Cholesky decomp of sigma gsl_matrix * sigmaChol = gsl_matrix_alloc(k, k); // define matrix that will store Chol decomp gsl_matrix_memcpy(sigmaChol, sigma); gsl_linalg_cholesky_decomp(sigmaChol); // compute logdet of sigma by 2*sum of log of diagomal elements of chol decomp for (i=0; i<k; i++) { logdetSigma = logdetSigma + log(gsl_matrix_get(sigmaCho...